ICMB vs. VO
Compare and contrast key facts about Investcorp Credit Management BDC, Inc. (ICMB) and Vanguard Mid-Cap ETF (VO).
VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
ICMB vs. VO - Performance Comparison
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ICMB vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICMB Investcorp Credit Management BDC, Inc. | -40.00% | 5.92% | 0.74% | 19.01% | -18.96% | 15.99% | -16.38% | 23.01% | -13.98% | -2.71% |
VO Vanguard Mid-Cap ETF | -0.68% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Returns By Period
In the year-to-date period, ICMB achieves a -40.00% return, which is significantly lower than VO's -0.68% return. Over the past 10 years, ICMB has underperformed VO with an annualized return of -2.60%, while VO has yielded a comparatively higher 10.67% annualized return.
ICMB
- 1D
- -15.62%
- 1M
- -44.14%
- YTD
- -40.00%
- 6M
- -38.92%
- 1Y
- -40.01%
- 3Y*
- -10.81%
- 5Y*
- -9.87%
- 10Y*
- -2.60%
VO
- 1D
- 2.22%
- 1M
- -5.86%
- YTD
- -0.68%
- 6M
- -1.48%
- 1Y
- 12.73%
- 3Y*
- 12.61%
- 5Y*
- 6.66%
- 10Y*
- 10.67%
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Return for Risk
ICMB vs. VO — Risk / Return Rank
ICMB
VO
ICMB vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Investcorp Credit Management BDC, Inc. (ICMB) and Vanguard Mid-Cap ETF (VO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ICMB | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.94 | 0.73 | -1.67 |
Sortino ratioReturn per unit of downside risk | -1.19 | 1.12 | -2.31 |
Omega ratioGain probability vs. loss probability | 0.82 | 1.16 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | -0.85 | 1.05 | -1.90 |
Martin ratioReturn relative to average drawdown | -3.62 | 4.84 | -8.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ICMB | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.94 | 0.73 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.38 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.57 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.12 | 0.48 | -0.60 |
Correlation
The correlation between ICMB and VO is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ICMB vs. VO - Dividend Comparison
ICMB's dividend yield for the trailing twelve months is around 32.10%, more than VO's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMB Investcorp Credit Management BDC, Inc. | 32.10% | 19.26% | 17.82% | 17.72% | 17.02% | 12.73% | 15.93% | 14.93% | 16.00% | 12.27% | 15.12% | 18.14% |
VO Vanguard Mid-Cap ETF | 1.51% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
ICMB vs. VO - Drawdown Comparison
The maximum ICMB drawdown since its inception was -80.34%, which is greater than VO's maximum drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for ICMB and VO.
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Drawdown Indicators
| ICMB | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.34% | -58.87% | -21.47% |
Max Drawdown (1Y)Largest decline over 1 year | -47.57% | -12.74% | -34.83% |
Max Drawdown (5Y)Largest decline over 5 years | -49.76% | -27.57% | -22.19% |
Max Drawdown (10Y)Largest decline over 10 years | -80.34% | -39.37% | -40.97% |
Current DrawdownCurrent decline from peak | -49.76% | -6.12% | -43.64% |
Average DrawdownAverage peak-to-trough decline | -18.87% | -7.91% | -10.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.19% | 2.76% | +8.43% |
Volatility
ICMB vs. VO - Volatility Comparison
Investcorp Credit Management BDC, Inc. (ICMB) has a higher volatility of 27.68% compared to Vanguard Mid-Cap ETF (VO) at 4.89%. This indicates that ICMB's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICMB | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.68% | 4.89% | +22.79% |
Volatility (6M)Calculated over the trailing 6-month period | 36.45% | 9.72% | +26.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.61% | 17.57% | +25.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.51% | 17.62% | +18.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.42% | 18.94% | +24.48% |